Asymptotic expansions and a new numerical algorithm of the algebraic Riccati equation for multiparameter singularly perturbed systems

DOI10.1006/JMAA.2001.7764zbMath1004.93031OpenAlexW2157738039MaRDI QIDQ5961162

Koichi Mizukami, Tetsu Shimomura, Hiroaki Mukaidani

Publication date: 24 April 2002

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/f2b880a2082a84439367abc051ac419f2aa23d2d

zbMATH Keywords

algebraic Riccati equationKleinman algorithmindefinite signNewton-Kantorovich theorem

Mathematics Subject Classification ID

(H^infty)-control (93B36) Time-scale analysis and singular perturbations in control/observation systems (93C70) Matrix equations and identities (15A24) Asymptotic properties of solutions to ordinary differential equations (34D05)

Related Items (5)

A method for optimal control and filtering of multitime-scale linear singularly-perturbed stochastic systems ⋮ A refined semilocal convergence analysis of an algorithm for solving the Riccati equation ⋮ Recursive approach of optimal Kalman filtering problem for multiparameter singularly perturbed systems ⋮ The Kantorovich theorem and interior point methods ⋮ A new approach to robust guaranteed cost control for uncertain multimodeling systems

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